A Complete Characterisation of Structured Missingness

TL;DR

This paper introduces a comprehensive taxonomy for Structured Missingness (SM) in large datasets, extending existing models to account for dependencies among missingness indicators, and demonstrates its impact on inference and prediction.

Contribution

It develops a new framework for characterizing SM where missingness indicators depend on each other and the data, broadening the traditional MCAR, MAR, MNAR taxonomy.

Findings

SM significantly affects inference and prediction accuracy

Simulations illustrate the impact of SM on data analysis

Application to a clinico-genomic database demonstrates real-world relevance

Abstract

Our capacity to process large complex data sources is ever-increasing, providing us with new, important applied research questions to address, such as how to handle missing values in large-scale databases. Mitra et al. (2023) noted the phenomenon of Structured Missingness (SM), which is where missingness has an underlying structure. Existing taxonomies for defining missingness mechanisms typically assume that variables' missingness indicator vectors $M_1$, $M_2$, ..., $M_p$ are independent after conditioning on the relevant portion of the data matrix $\mathbf{X}$. As this is often unsuitable for characterising SM in multivariate settings, we introduce a taxonomy for SM, where each ${M}_j$ can depend on $\mathbf{M}_{-j}$ (i.e., all missingness indicator vectors except ${M}_j$), in addition to $\mathbf{X}$. We embed this new framework within the well-established decomposition of mechanisms into MCAR, MAR, and MNAR (Rubin, 1976), allowing us to recast mechanisms into a broader setting, where we can consider the combined effect of $\mathbf{X}$ and $\mathbf{M}_{-j}$ on ${M}_j$. We also demonstrate, via simulations, the impact of SM on inference and prediction, and consider contextual instances of SM arising in a de-identified nationwide (US-based) clinico-genomic database (CGDB). We hope to stimulate interest in SM, and encourage timely research into this phenomenon.